Species vary in their ability to adapt to rapid changes, with the presence of genetic variation often facilitating long-term evolutionary responses. Given the impending threat of climate change, it is critical to investigate how genetic variation facilitates persistence and possible range expansion in animals. Here, we combine genomic and climatic data to characterize the drivers of local adaptation in the widely distributed, social wasp Mischocyttarus mexicanus cubicola. Using whole genome sequence data, we show that adaptive genomic variation is linked to a climatic gradient across the broad distribution of this species. We found strong population structure, dividing the species into two genetic clusters that follow subtropical and temperate regions. Patterns of gene flow across the range deviate from those expected by isolation by distance alone with climatic differences resulting in reduced gene flow even between adjacent populations. Importantly, genotype-environment analyses reveal candidate single nucleotide polymorphism (SNPs) associated with temperature and rainfall, suggesting adaptation for thermal and desiccation tolerance. In particular, candidate SNPs in or near mitochondrial genes ND5, CO1, and COIII are linked to cold tolerance and metabolism. Similarly, the Gld nuclear gene shown to mediate cold hardiness and cuticle formation, shows two candidate SNPs with non-synonymous mutations unique to temperate populations. Together, our results reveal candidate SNPs consistent with local adaptation to distinct climatic conditions. Thus, the integration of genomic and climatic data can be a powerful approach to predict vulnerability and persistence of species under rapid climate change.